1 Time Series 7-Day Forecasting with multi-layer perceptron (MLP)

1.1 Contents

1.2 Imports

1.3 Functions

1.3.1 Functions: feature_list

1.3.2 Functions: ebd_dim

1.3.3 Functions: split_sequences

1.3.4 Functions: to_embed

1.3.5 Functions: build_MLP_with_embeddings

1.3.6 Functions: ndarray_to_input_list

1.3.7 Functions: ginic

1.3.8 Functions: gini_normalizedc

1.3.9 Functions: rmse_y_y_pred

1.3.10 Functions: plot_test_set

1.4 Load data

1.5 Preprocessing

1.5.1 Preprocessing: get feature and target for model training and testing with cross-validation

1.5.2 Preprocessing: scale feature and target variables

1.6 Train and test the MLP model

1.6.1 Train and test the MLP model: train and test with cross-validation

1.6.2 Summary and plot the MLP model

1.7 Organize and evaluate model performance

1.7.1 Organize and evaluate model performance: train set

1.7.2 Organize and evaluate model performance: validation set

1.7.3 Organize and evaluate model performance: test set

1.7.4 Organize and evaluate model performance: save data

1.7.5 Organize and evaluate model performance: plot